Exponential stability of numerical solution to neutral stochastic functional differential equation (Q669378)

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scientific article; zbMATH DE number 7036722
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    Exponential stability of numerical solution to neutral stochastic functional differential equation
    scientific article; zbMATH DE number 7036722

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      Exponential stability of numerical solution to neutral stochastic functional differential equation (English)
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      15 March 2019
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      neutral stochastic functional differential equations
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      polynomial growth conditions
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      backward Euler-Maruyama method
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      almost surely exponential stability
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